LUPIN
Lupin Limited
Historical option data for LUPIN
08 Apr 2025 05:52 PM IST
| LUPIN 24APR2025 1800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.27
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1982.65 | 194.05 | 35.2 | 25.91 | 2 | 0 | 21 | |||
| 7 Apr | 1923.05 | 158.85 | -33.75 | 45.70 | 15 | 5 | 19 | |||
| 4 Apr | 1971.05 | 192.6 | -126.25 | 38.81 | 18 | 14 | 14 | |||
| 3 Apr | 2095.70 | 318.85 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 2009.70 | 318.85 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 1955.40 | 318.85 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 2027.95 | 318.85 | 0 | - | 0 | 0 | 0 | |||
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| 27 Mar | 2018.80 | 318.85 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 2058.80 | 318.85 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 2068.75 | 318.85 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 1891.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1899.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1899.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1902.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1905.35 | 0 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1977.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1978.25 | 0 | 0 | - | 0 | 0 | 0 | |||
For Lupin Limited - strike price 1800 expiring on 24APR2025
Delta for 1800 CE is 0.97
Historical price for 1800 CE is as follows
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 194.05, which was 35.2 higher than the previous day. The implied volatity was 25.91, the open interest changed by 0 which decreased total open position to 21
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 158.85, which was -33.75 lower than the previous day. The implied volatity was 45.70, the open interest changed by 5 which increased total open position to 19
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 192.6, which was -126.25 lower than the previous day. The implied volatity was 38.81, the open interest changed by 14 which increased total open position to 14
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 318.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 318.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 318.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 318.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 318.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 318.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 318.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb LUPIN was trading at 1891.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb LUPIN was trading at 1899.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb LUPIN was trading at 1899.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb LUPIN was trading at 1902.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Feb LUPIN was trading at 1905.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb LUPIN was trading at 1977.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb LUPIN was trading at 1978.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LUPIN 24APR2025 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.79
Theta: -0.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1982.65 | 9.6 | -16.75 | 41.45 | 713 | -79 | 662 |
| 7 Apr | 1923.05 | 26.25 | 13.7 | 46.89 | 2,659 | -256 | 742 |
| 4 Apr | 1971.05 | 13.1 | 10.55 | 39.09 | 5,024 | 614 | 999 |
| 3 Apr | 2095.70 | 2.7 | -7.4 | 37.14 | 1,053 | -138 | 386 |
| 2 Apr | 2009.70 | 10.1 | -3.7 | 39.54 | 1,013 | 165 | 524 |
| 1 Apr | 1955.40 | 14.1 | 6.5 | 36.30 | 641 | 191 | 360 |
| 28 Mar | 2027.95 | 8.2 | -1.45 | 35.15 | 368 | 106 | 169 |
| 27 Mar | 2018.80 | 10 | 4.3 | 35.72 | 90 | 46 | 65 |
| 26 Mar | 2058.80 | 5.7 | -2.25 | 34.13 | 3 | 0 | 18 |
| 25 Mar | 2068.75 | 7.95 | -16.55 | 37.74 | 18 | 12 | 12 |
| 27 Feb | 1891.05 | 24.5 | 0 | 4.34 | 0 | 0 | 0 |
| 26 Feb | 1899.20 | 24.5 | 0 | 4.34 | 0 | 0 | 0 |
| 25 Feb | 1899.20 | 24.5 | 0 | 4.34 | 0 | 0 | 0 |
| 24 Feb | 1902.80 | 24.5 | 0 | 5.10 | 0 | 0 | 0 |
| 21 Feb | 1905.35 | 24.5 | 0 | 4.83 | 0 | 0 | 0 |
| 20 Feb | 1977.50 | 24.5 | 0 | 6.61 | 0 | 0 | 0 |
| 19 Feb | 1978.25 | 24.5 | 0 | 6.52 | 0 | 0 | 0 |
For Lupin Limited - strike price 1800 expiring on 24APR2025
Delta for 1800 PE is -0.11
Historical price for 1800 PE is as follows
On 8 Apr LUPIN was trading at 1982.65. The strike last trading price was 9.6, which was -16.75 lower than the previous day. The implied volatity was 41.45, the open interest changed by -79 which decreased total open position to 662
On 7 Apr LUPIN was trading at 1923.05. The strike last trading price was 26.25, which was 13.7 higher than the previous day. The implied volatity was 46.89, the open interest changed by -256 which decreased total open position to 742
On 4 Apr LUPIN was trading at 1971.05. The strike last trading price was 13.1, which was 10.55 higher than the previous day. The implied volatity was 39.09, the open interest changed by 614 which increased total open position to 999
On 3 Apr LUPIN was trading at 2095.70. The strike last trading price was 2.7, which was -7.4 lower than the previous day. The implied volatity was 37.14, the open interest changed by -138 which decreased total open position to 386
On 2 Apr LUPIN was trading at 2009.70. The strike last trading price was 10.1, which was -3.7 lower than the previous day. The implied volatity was 39.54, the open interest changed by 165 which increased total open position to 524
On 1 Apr LUPIN was trading at 1955.40. The strike last trading price was 14.1, which was 6.5 higher than the previous day. The implied volatity was 36.30, the open interest changed by 191 which increased total open position to 360
On 28 Mar LUPIN was trading at 2027.95. The strike last trading price was 8.2, which was -1.45 lower than the previous day. The implied volatity was 35.15, the open interest changed by 106 which increased total open position to 169
On 27 Mar LUPIN was trading at 2018.80. The strike last trading price was 10, which was 4.3 higher than the previous day. The implied volatity was 35.72, the open interest changed by 46 which increased total open position to 65
On 26 Mar LUPIN was trading at 2058.80. The strike last trading price was 5.7, which was -2.25 lower than the previous day. The implied volatity was 34.13, the open interest changed by 0 which decreased total open position to 18
On 25 Mar LUPIN was trading at 2068.75. The strike last trading price was 7.95, which was -16.55 lower than the previous day. The implied volatity was 37.74, the open interest changed by 12 which increased total open position to 12
On 27 Feb LUPIN was trading at 1891.05. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
On 26 Feb LUPIN was trading at 1899.20. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
On 25 Feb LUPIN was trading at 1899.20. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
On 24 Feb LUPIN was trading at 1902.80. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 5.10, the open interest changed by 0 which decreased total open position to 0
On 21 Feb LUPIN was trading at 1905.35. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0
On 20 Feb LUPIN was trading at 1977.50. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 6.61, the open interest changed by 0 which decreased total open position to 0
On 19 Feb LUPIN was trading at 1978.25. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 6.52, the open interest changed by 0 which decreased total open position to 0
